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Now, the inventor has said the journalist died "in an accident" on board his submarine, and he had buried her at sea.

"The accused has told police and the court that an accident occurred on board the submarine which caused Kim Wall's death, and that he subsequently buried her at sea at an unspecified location somewhere in Køge Bay," a police statement given to The Local said.

Inventor Peter Madsen and his homemade submarine. Image via Getty.

"Copenhagen Police can additionally confirm that the current charges remain in place. No further information will be given with regard to the investigation of the case, since it is being conducted behind closed doors."

Danish and Swedish maritime authorities are now using divers, sonar and helicopters to search for Ms Wall's body.